+231.6%
OKE vs OWL
+27.7%
+203.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.0% |
| 7D | -0.2% | -6.4% | +6.2% | +1.2% |
| 30D | +6.1% | -5.0% | +11.1% | +7.0% |
| 3M | +10.4% | +15.4% | -5.0% | +6.0% |
| 6M | +14.2% | +15.5% | -1.3% | +8.5% |
| YTD | +35.3% | -22.7% | +58.0% | +41.4% |
| 1Y | +40.6% | -34.1% | +74.7% | +52.3% |
| 3Y | +72.2% | +5.1% | +67.1% | +64.4% |
| 5Y | +139.6% | -11.5% | +151.1% | +125.3% |
| All | +231.6% | +27.7% | +203.9% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling